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replace checksoltuion by certify

This commit is contained in:
Marek Kaluba 2022-11-07 16:01:35 +01:00
parent ecea3dfbcb
commit 085f6bce3c
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GPG Key ID: 8BF1A3855328FC15
3 changed files with 170 additions and 78 deletions

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@ -5,6 +5,7 @@ using LinearAlgebra
using SparseArrays
using Dates
using IntervalArithmetic
using JuMP
using Groups
@ -14,7 +15,7 @@ using SymbolicWedderburn
include("laplacians.jl")
include("constraint_matrix.jl")
include("sos_sdps.jl")
include("checksolution.jl")
include("certify.jl")
include("1712.07167.jl")
include("1812.03456.jl")

168
src/certify.jl Normal file
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@ -0,0 +1,168 @@
function augment_columns!(Q::AbstractMatrix)
for c in eachcol(Q)
c .-= sum(c) ./ length(c)
end
return Q
end
function _fma_SOS_thr!(
result::AbstractVector{T},
mstructure::AbstractMatrix{<:Integer},
Q::AbstractMatrix{T},
acc_matrix=zeros(T, size(mstructure)...),
) where {T}
s1, s2 = size(mstructure)
@inbounds for k = 1:s2
let k = k, s1 = s1, s2 = s2, Q = Q, acc_matrix = acc_matrix
Threads.@threads for j = 1:s2
for i = 1:s1
@inbounds acc_matrix[i, j] =
muladd(Q[i, k], Q[j, k], acc_matrix[i, j])
end
end
end
end
@inbounds for j = 1:s2
for i = 1:s1
result[mstructure[i, j]] += acc_matrix[i, j]
end
end
return result
end
function _cnstr_sos!(res::AlgebraElement, Q::AbstractMatrix, cnstrs)
StarAlgebras.zero!(res)
= Q' * Q
for (g, A_g) in cnstrs
res[g] = dot(A_g, )
end
return res
end
function _augmented_sos!(res::AlgebraElement, Q::AbstractMatrix)
A = parent(res)
StarAlgebras.zero!(res)
= Q' * Q
N = LinearAlgebra.checksquare(A.mstructure)
augmented_basis = [A(1) - A(b) for b in @view basis(A)[1:N]]
tmp = zero(res)
for (j, y) in enumerate(augmented_basis)
for (i, x) in enumerate(augmented_basis)
# res += Q²[i, j] * x * y
StarAlgebras.mul!(tmp, x, y)
StarAlgebras.mul!(tmp, tmp, [i, j])
StarAlgebras.add!(res, res, tmp)
end
end
return res
end
function compute_sos(A::StarAlgebra, Q::AbstractMatrix; augmented::Bool)
if augmented
z = zeros(eltype(Q), length(basis(A)))
res = AlgebraElement(z, A)
return _augmented_sos!(res, Q)
cnstrs = constraints(basis(A), A.mstructure; augmented=true)
return _cnstr_sos!(res, Q, cnstrs)
else
@assert size(A.mstructure) == size(Q)
z = zeros(eltype(Q), length(basis(A)))
_fma_SOS_thr!(z, A.mstructure, Q)
return AlgebraElement(z, A)
end
end
function sufficient_λ(residual::AlgebraElement, λ; halfradius)
L1_norm = norm(residual, 1)
suff_λ = λ - 2.0^(2ceil(log2(halfradius))) * L1_norm
eq_sign = let T = eltype(residual)
if T <: Interval
""
elseif T <: Union{Rational,Integer}
"="
else # if T <: AbstractFloat
""
end
end
info_strs = [
"Numerical metrics of the obtained SOS:",
"ɛ(elt - λu - ∑ξᵢ*ξᵢ) $eq_sign $(aug(residual))",
"‖elt - λu - ∑ξᵢ*ξᵢ‖₁ $eq_sign $(L1_norm)",
" λ $eq_sign $suff_λ",
]
@info join(info_strs, "\n")
return suff_λ
end
function sufficient_λ(
elt::AlgebraElement,
order_unit::AlgebraElement,
λ,
sos::AlgebraElement;
halfradius
)
@assert parent(elt) === parent(order_unit) == parent(sos)
residual = (elt - λ * order_unit) - sos
return sufficient_λ(residual, λ; halfradius=halfradius)
end
function certify_solution(
elt::AlgebraElement,
orderunit::AlgebraElement,
λ,
Q::AbstractMatrix{<:AbstractFloat};
halfradius,
augmented=iszero(aug(elt)) && iszero(aug(orderunit))
)
should_we_augment = !augmented && aug(elt) == aug(orderunit) == 0
Q = should_we_augment ? augment_columns!(Q) : Q
@time sos = compute_sos(parent(elt), Q, augmented=augmented)
@info "Checking in $(eltype(sos)) arithmetic with" λ
λ_flpoint = sufficient_λ(elt, orderunit, λ, sos, halfradius=halfradius)
if λ_flpoint 0
return false, λ_flpoint
end
λ_int = @interval(λ)
Q_int = [@interval(q) for q in Q]
check, sos_int = @time if should_we_augment
@info("Projecting columns of Q to the augmentation ideal...")
Q_int = augment_columns!(Q_int)
@info "Checking that sum of every column contains 0.0..."
check_augmented = all(0 sum(c) for c in eachcol(Q_int))
check_augmented || @error(
"Augmentation failed! The following numbers are not certified!"
)
sos_int = compute_sos(parent(elt), Q_int; augmented=augmented)
check_augmented, sos_int
else
true, compute_sos(parent(elt), Q_int, augmented=augmented)
end
@info "Checking in $(eltype(sos_int)) arithmetic with" λ
λ_certified =
sufficient_λ(elt, orderunit, λ_int, sos_int, halfradius=halfradius)
return check && inf(λ_certified) > 0.0, inf(λ_certified)
end

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@ -1,77 +0,0 @@
using IntervalArithmetic
IntervalArithmetic.setrounding(Interval, :tight)
IntervalArithmetic.setformat(sigfigs=12)
function fma_SOS_thr!(result::AbstractVector{T}, pm::AbstractMatrix{<:Integer},
Q::AbstractMatrix{T}, acc_matrix=zeros(T, size(pm)...)) where T
s1, s2 = size(pm)
@inbounds for k in 1:s2
let k=k, s1=s1, s2=s2, Q=Q, acc_matrix=acc_matrix
Threads.@threads for j in 1:s2
for i in 1:s1
@inbounds acc_matrix[i,j] = muladd(Q[i, k], Q[j, k], acc_matrix[i,j])
end
end
end
end
@inbounds for j in 1:s2
for i in 1:s1
result[pm[i,j]] += acc_matrix[i,j]
end
end
return result
end
function compute_SOS(pm::AbstractMatrix{<:Integer}, Q::AbstractMatrix)
result = zeros(eltype(Q), maximum(pm));
return fma_SOS_thr!(result, pm, Q)
end
function compute_SOS(RG::GroupRing, Q::AbstractMatrix{<:Real})
result = compute_SOS(RG.pm, Q)
return GroupRingElem(result, RG)
end
function compute_SOS_square(pm::AbstractMatrix{<:Integer}, Q::AbstractMatrix)
result = zeros(eltype(Q), maximum(pm));
for i in 1:size(Q,2)
GroupRings.fmac!(result, view(Q,:,i), view(Q,:,i), pm)
end
return result
end
function compute_SOS_square(RG::GroupRing, Q::AbstractMatrix)
return GroupRingElem(compute_SOS_square(RG.pm, Q), RG)
end
function augIdproj(Q::AbstractMatrix{T}) where T
result = zeros(T, size(Q))
l = size(Q, 2)
Threads.@threads for j in 1:l
col = sum(view(Q, :,j))/l
for i in 1:size(Q, 1)
result[i,j] = Q[i,j] - col
end
end
return result
end
function augIdproj(::Type{Interval}, Q::AbstractMatrix{T}) where {T<:Real}
result = zeros(Interval{T}, size(Q))
l = size(Q, 2)
Threads.@threads for j in 1:l
col = sum(view(Q, :,j))/l
for i in 1:size(Q, 1)
result[i,j] = @interval(Q[i,j] - col)
end
end
check = all([zero(T) in sum(view(result, :, i)) for i in 1:size(result, 2)])
return result, check
end